+49.0%
REGN vs AWK
+20.7%
+28.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -5.0% |
| 7D | +14.4% | +7.0% | +7.4% | +12.4% |
| 30D | +28.1% | +17.0% | +11.1% | +23.2% |
| 3M | +22.5% | +12.4% | +10.1% | +18.9% |
| 6M | +31.6% | +19.6% | +12.0% | +26.5% |
| YTD | +21.0% | +17.0% | +4.0% | +18.1% |
| 1Y | +49.0% | +20.0% | +28.9% | +42.9% |
| All | +49.0% | +20.7% | +28.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling